83 lines
2.5 KiB
Mathematica
83 lines
2.5 KiB
Mathematica
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function model = update_monomial_bounds(model,these)
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if nargin == 1 & all(model.variabletype<=2) & any(model.variabletype)
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% Fast code for purely quadratic case
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x = model.bilinears(:,2);
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y = model.bilinears(:,3);
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z = model.bilinears(:,1);
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corners = [model.lb(x).*model.lb(y) model.ub(x).*model.lb(y) model.lb(x).*model.ub(y) model.ub(x).*model.ub(y)];
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maxz = max(corners,[],2);
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minz = min(corners,[],2);
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model.lb(z) = max(model.lb(z),minz);
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model.ub(z) = min(model.ub(z),maxz);
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return
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end
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if nargin == 1
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polynomials = find((model.variabletype ~= 0));
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else
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polynomials = find((model.variabletype ~= 0));
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polynomials = polynomials(find(ismember(polynomials,these)));
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end
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for i = 1:length(polynomials)
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j = polynomials(i);
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if j<=length(model.lb)
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monomials = model.monomtable(j,:);
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bound = powerbound(model.lb,model.ub,monomials);
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model.lb(j) = max(model.lb(j),bound(1));
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model.ub(j) = min(model.ub(j),bound(2));
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[inversebound,var] = inversepowerbound(model.lb,model.ub,monomials, polynomials(i));
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if ~isempty(var)
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model.lb(var) = max(model.lb(var),inversebound(1));
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model.ub(var) = min(model.ub(var),inversebound(2));
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end
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end
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end
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function [inversebound,var] = inversepowerbound(lb,ub,monomials,polynomial);
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inversebound = [];
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var = [];
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[i,var,val] = find(monomials);
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if all(val == fix(val)) & all(val >= 0)
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if length(var) == 1
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if even(val)
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if val > 2
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inversebound = [-inf inf];
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aux = inf;
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if ~isinf(lb(polynomial))
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if lb(polynomial) >= 0
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aux = lb(polynomial)^(1/val);
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end
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end
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if ~isinf(ub(polynomial))
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if ub(polynomial) >= 0
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aux = max(aux,ub(polynomial)^(1/val));
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end
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else
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aux = inf;
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end
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inversebound = [-aux aux];
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else
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var = [];
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end
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elseif val >= 3
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inversebound = [-inf inf];
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if ~isinf(lb(polynomial))
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inversebound(1,1) = sign(lb(polynomial))*abs(lb(polynomial))^(1/val);
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end
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if ~isinf(ub(polynomial))
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inversebound(1,2) = sign(ub(polynomial))*abs(ub(polynomial))^(1/val);
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end
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end
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else
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var = [];
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end
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else
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var = [];
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end
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